| Trading Metrics calculated at close of trading on 16-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2017 |
16-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
6,073.00 |
6,101.50 |
28.50 |
0.5% |
6,062.50 |
| High |
6,104.00 |
6,121.50 |
17.50 |
0.3% |
6,104.00 |
| Low |
6,068.50 |
6,098.00 |
29.50 |
0.5% |
6,039.00 |
| Close |
6,099.75 |
6,120.25 |
20.50 |
0.3% |
6,099.75 |
| Range |
35.50 |
23.50 |
-12.00 |
-33.8% |
65.00 |
| ATR |
48.69 |
46.89 |
-1.80 |
-3.7% |
0.00 |
| Volume |
178,530 |
167,591 |
-10,939 |
-6.1% |
954,225 |
|
| Daily Pivots for day following 16-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,183.75 |
6,175.50 |
6,133.25 |
|
| R3 |
6,160.25 |
6,152.00 |
6,126.75 |
|
| R2 |
6,136.75 |
6,136.75 |
6,124.50 |
|
| R1 |
6,128.50 |
6,128.50 |
6,122.50 |
6,132.50 |
| PP |
6,113.25 |
6,113.25 |
6,113.25 |
6,115.25 |
| S1 |
6,105.00 |
6,105.00 |
6,118.00 |
6,109.00 |
| S2 |
6,089.75 |
6,089.75 |
6,116.00 |
|
| S3 |
6,066.25 |
6,081.50 |
6,113.75 |
|
| S4 |
6,042.75 |
6,058.00 |
6,107.25 |
|
|
| Weekly Pivots for week ending 13-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,276.00 |
6,252.75 |
6,135.50 |
|
| R3 |
6,211.00 |
6,187.75 |
6,117.50 |
|
| R2 |
6,146.00 |
6,146.00 |
6,111.75 |
|
| R1 |
6,122.75 |
6,122.75 |
6,105.75 |
6,134.50 |
| PP |
6,081.00 |
6,081.00 |
6,081.00 |
6,086.75 |
| S1 |
6,057.75 |
6,057.75 |
6,093.75 |
6,069.50 |
| S2 |
6,016.00 |
6,016.00 |
6,087.75 |
|
| S3 |
5,951.00 |
5,992.75 |
6,082.00 |
|
| S4 |
5,886.00 |
5,927.75 |
6,064.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,121.50 |
6,039.00 |
82.50 |
1.3% |
34.25 |
0.6% |
98% |
True |
False |
193,213 |
| 10 |
6,121.50 |
5,978.75 |
142.75 |
2.3% |
36.50 |
0.6% |
99% |
True |
False |
205,376 |
| 20 |
6,121.50 |
5,842.00 |
279.50 |
4.6% |
47.00 |
0.8% |
100% |
True |
False |
259,183 |
| 40 |
6,121.50 |
5,760.00 |
361.50 |
5.9% |
53.75 |
0.9% |
100% |
True |
False |
178,338 |
| 60 |
6,121.50 |
5,760.00 |
361.50 |
5.9% |
58.75 |
1.0% |
100% |
True |
False |
119,240 |
| 80 |
6,121.50 |
5,568.25 |
553.25 |
9.0% |
62.50 |
1.0% |
100% |
True |
False |
89,543 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,221.50 |
|
2.618 |
6,183.00 |
|
1.618 |
6,159.50 |
|
1.000 |
6,145.00 |
|
0.618 |
6,136.00 |
|
HIGH |
6,121.50 |
|
0.618 |
6,112.50 |
|
0.500 |
6,109.75 |
|
0.382 |
6,107.00 |
|
LOW |
6,098.00 |
|
0.618 |
6,083.50 |
|
1.000 |
6,074.50 |
|
1.618 |
6,060.00 |
|
2.618 |
6,036.50 |
|
4.250 |
5,998.00 |
|
|
| Fisher Pivots for day following 16-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
6,116.75 |
6,111.50 |
| PP |
6,113.25 |
6,102.75 |
| S1 |
6,109.75 |
6,094.00 |
|